DocumentCode
388359
Title
On the mathematical foundations of the generalized Levinson algorithm
Author
Delsarte, Ph ; Genin, Y. ; Kamp, Y.
Author_Institution
Philips Research Laboratory Brussels, Brussels, Belgium
Volume
7
fYear
1982
fDate
30072
Firstpage
1717
Lastpage
1720
Abstract
The paper is concerned with the generalized Levinson algorithm based on the displacement rank concept. It turns out that this algorithm for inverting an arbitrary positive definite matrix can be approached from two different mathematical viewpoints : the theory of Σ-lossless transfer functions on the one hand and the matrix version of the standard Levinson algorithm applied to an appropriate block-Toeplitz embedding of the given matrix on the other hand.
Keywords
Computational efficiency; Costs; Equations; Laboratories; Linear matrix inequalities; Matrices; Polynomials; Reflection; Transfer functions;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '82.
Type
conf
DOI
10.1109/ICASSP.1982.1171420
Filename
1171420
Link To Document